回测报告 - ETHUSDT

总收益率

18108.79%

最大回撤

83.48%

夏普比率

0.29

胜率

67.86%

盈亏比

1.39

交易次数

杠杆倍数

20x

止损触发

⚙️ 回测参数

交易对: ETHUSDT

周期: 30min

策略: MACDStrategy

杠杆: 20x

初始资金: 10,000 USDT

仓位比例: 81%

止损率: 0.0%

止盈率: 4.7%

手续费率: 0.04%

策略参数: trade_mode=long_only, hist_filter=3.0, fast_period=12, slow_period=26, signal_period=9

📈 K线图与交易标记

📊 MACD指标

💰 权益曲线

📉 回撤曲线

📋 交易记录

开仓时间	平仓时间	方向	开仓价	平仓价	数量	仓位金额	保证金	手续费	盈亏	平仓原因
2024-06-14 21:00:00+00:00	2024-06-15 10:30:00+00:00	做多	3479.58	3537.70	2.3279	8100.00	405.00	6.53	2702.62	signal
2024-08-06 14:30:00+00:00	2024-08-06 19:30:00+00:00	做多	2522.39	2491.36	4.0781	10286.50	514.32	8.18	-2534.92	signal
2024-11-06 00:30:00+00:00	2024-11-06 03:00:00+00:00	做多	2484.00	2600.75	3.3132	8229.88	411.49	6.74	7732.64	take_profit
2024-11-09 05:30:00+00:00	2024-11-09 12:00:00+00:00	做多	3040.10	3041.71	4.7665	14490.65	724.53	11.60	147.68	signal
2024-11-12 08:30:00+00:00	2024-11-12 10:00:00+00:00	做多	3426.36	3334.53	4.2627	14605.58	730.28	11.53	-7834.58	signal
2024-12-11 02:30:00+00:00	2024-12-11 20:00:00+00:00	做多	3651.46	3823.08	2.2607	8254.84	412.74	6.76	7756.09	take_profit
2024-12-20 13:30:00+00:00	2024-12-20 19:00:00+00:00	做多	3296.12	3451.04	4.4096	14534.60	726.73	11.90	13656.44	take_profit
2025-01-15 13:30:00+00:00	2025-01-15 20:00:00+00:00	做多	3297.01	3451.97	7.7621	25591.60	1279.58	20.95	24045.39	take_profit
2025-01-19 13:30:00+00:00	2025-01-19 17:00:00+00:00	做多	3276.29	3430.28	13.7534	45060.08	2253.00	36.90	42337.60	take_profit
2025-02-25 11:30:00+00:00	2025-02-26 03:30:00+00:00	做多	2432.39	2489.78	32.6177	79338.93	3966.95	64.22	37406.10	signal
2025-03-04 17:00:00+00:00	2025-03-04 21:00:00+00:00	做多	2119.59	2219.21	51.7139	109612.16	5480.61	89.75	102989.53	take_profit
2025-05-09 07:30:00+00:00	2025-05-09 08:30:00+00:00	做多	2363.81	2474.91	81.6471	192998.17	9649.91	158.03	181337.45	take_profit
2025-05-12 07:00:00+00:00	2025-05-12 11:30:00+00:00	做多	2597.69	2529.34	130.8158	339818.97	16990.95	268.28	-178957.59	signal
2025-08-04 13:30:00+00:00	2025-08-04 23:30:00+00:00	做多	3619.62	3719.42	53.8049	194753.22	9737.66	157.95	107314.49	signal
2025-08-08 13:30:00+00:00	2025-08-08 22:00:00+00:00	做多	3998.95	4029.51	70.4222	281614.86	14080.74	226.15	42928.54	signal
2025-08-12 12:30:00+00:00	2025-08-12 20:00:00+00:00	做多	4404.92	4611.95	71.8051	316295.73	15814.79	258.98	297185.53	take_profit
2025-08-20 15:00:00+00:00	2025-08-20 23:30:00+00:00	做多	4296.53	4334.50	129.6194	556913.53	27845.68	447.50	98208.22	signal
2025-08-22 14:00:00+00:00	2025-08-22 17:00:00+00:00	做多	4576.15	4791.23	139.0430	636281.75	31814.09	520.99	597838.37	take_profit
2025-08-26 01:30:00+00:00	2025-08-26 23:00:00+00:00	做多	4418.83	4626.52	253.5342	1120324.67	56016.23	917.32	1052636.00	take_profit
2025-09-30 19:30:00+00:00	2025-10-01 03:30:00+00:00	做多	4158.48	4126.84	474.3553	1972596.85	98629.84	1572.07	-300955.04	signal
2025-10-11 02:30:00+00:00	2025-10-11 19:00:00+00:00	做多	3839.04	3766.22	450.1605	1728184.14	86409.21	1369.44	-656291.90	signal
2025-10-12 14:30:00+00:00	2025-10-12 16:30:00+00:00	做多	3973.44	4160.19	301.0056	1196027.77	59801.39	979.31	1123765.20	take_profit
2025-11-04 23:30:00+00:00	2025-11-05 17:00:00+00:00	做多	3285.28	3439.69	641.0078	2105890.07	105294.50	1724.30	1978654.72	take_profit
2025-11-13 23:00:00+00:00	2025-11-14 11:30:00+00:00	做多	3252.36	3142.93	1140.0700	3707918.08	185395.90	2916.43	-2496590.48	signal
2025-11-14 14:30:00+00:00	2025-11-14 20:30:00+00:00	做多	3197.85	3136.22	526.7534	1684478.43	84223.92	1334.60	-649937.07	signal
2025-11-21 13:00:00+00:00	2025-11-22 04:00:00+00:00	做多	2735.37	2735.35	423.1543	1157483.63	57874.18	925.98	-632.25	signal
2026-02-03 20:30:00+00:00	2026-02-04 09:30:00+00:00	做多	2298.93	2259.89	503.1021	1156596.48	57829.82	917.42	-393276.89	signal
2026-02-06 01:00:00+00:00	2026-02-06 14:30:00+00:00	做多	1895.95	1985.06	441.8194	837667.46	41883.37	685.88	787056.60	take_profit

📊 回测报告 - ETHUSDT